Vanguard Gnma Fund Probability of Future Mutual Fund Price Finishing Under 8.96
| VFIJX Fund | USD 8.89 0.05 0.56% |
Vanguard |
Vanguard Gnma Target Price Odds to finish below 8.96
The tendency of Vanguard Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under $ 8.96 after 90 days |
| 8.89 | 90 days | 8.96 | about 8.13 |
Based on a normal probability distribution, the odds of Vanguard Gnma to stay under $ 8.96 after 90 days from now is about 8.13 (This Vanguard Gnma Fund probability density function shows the probability of Vanguard Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Vanguard Gnma price to stay between its current price of $ 8.89 and $ 8.96 at the end of the 90-day period is about 7.03 .
Assuming the 90 days horizon Vanguard Gnma has a beta of 0.0664. This entails as returns on the market go up, Vanguard Gnma average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vanguard Gnma Fund will be expected to be much smaller as well. Additionally Vanguard Gnma Fund has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Vanguard Gnma Price Density |
| Price |
Predictive Modules for Vanguard Gnma
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vanguard Gnma. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Gnma's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Gnma Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard Gnma is not an exception. The market had few large corrections towards the Vanguard Gnma's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Vanguard Gnma Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard Gnma within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.04 | |
β | Beta against NYSE Composite | 0.07 | |
σ | Overall volatility | 0.09 | |
Ir | Information ratio | -0.21 |
Vanguard Gnma Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Vanguard Gnma for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard Gnma can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Vanguard Gnma generated a negative expected return over the last 90 days | |
| Vanguard Gnma generated five year return of -1.0% | |
| This fund keeps about 95.01% of its net assets in bonds |
Vanguard Gnma Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vanguard Mutual Fund often depends not only on the future outlook of the current and potential Vanguard Gnma's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vanguard Gnma's indicators that are reflective of the short sentiment are summarized in the table below.
Vanguard Gnma Technical Analysis
Vanguard Gnma's future price can be derived by breaking down and analyzing its technical indicators over time. Vanguard Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vanguard Gnma Fund. In general, you should focus on analyzing Vanguard Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Vanguard Gnma Predictive Forecast Models
Vanguard Gnma's time-series forecasting models is one of many Vanguard Gnma's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Vanguard Gnma's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Vanguard Gnma
Checking the ongoing alerts about Vanguard Gnma for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vanguard Gnma help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Vanguard Gnma generated a negative expected return over the last 90 days | |
| Vanguard Gnma generated five year return of -1.0% | |
| This fund keeps about 95.01% of its net assets in bonds |
Check out Vanguard Gnma Backtesting, Portfolio Optimization, Vanguard Gnma Correlation, Vanguard Gnma Hype Analysis, Vanguard Gnma Volatility, Vanguard Gnma History as well as Vanguard Gnma Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.